+87.9%
FIS vs ET
+1,310.3%
-1,222.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +2.8% | +2.5% | +0.3% | +2.3% |
| 30D | -16.7% | -2.5% | -14.3% | -16.2% |
| 3M | -32.3% | -4.9% | -27.4% | -31.5% |
| 6M | -29.1% | -0.1% | -29.0% | -29.0% |
| YTD | -54.1% | +26.2% | -80.4% | -56.5% |
| 1Y | -53.7% | +25.2% | -78.9% | -56.0% |
| 3Y | -38.8% | +84.2% | -123.0% | -46.9% |
| 5Y | -71.1% | +216.1% | -287.2% | -77.7% |
| 10Y | -53.1% | +160.7% | -213.7% | -64.9% |
| All | +87.9% | +1,310.3% | -1,222.3% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling